File associations (Sorted)

I posted the registry edit to achieve this in this post.
 
For your change, simply change the parts of that from "X1" to "X2" and the appropriate version you are running (i.e. the exe file for the version of SONAR you are using). The post was written from the perspective of X3 Producer.
 
Regardless of version, the entry that associates MIDI files is in
"HKEY_CLASSES_ROOT->Applications->CakewalkMIDIFile->shell->open->command"

The icon is associated with the "CakewalkMIDIFile" key and can be found at:
 
HKEY_CLASSES_ROOT\CakewalkMIDIFile\DefaultIcon
 
That key needs to be modified to point to the dll file beginning with "TTSRES" in your preferred program directory. Using Windows Explorer, the default location (for the Producer version) is "C:\Program Files\Cakewalk\SONAR X3 Producer\TTSRES110.dll"
 
The registration key listed above needs to point to the specific dll for your X3 installation (it may be a different name), so verify in Windows Explorer when you change that key value.